Anic Equity¶

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Total return since start: 0.554 %¶

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Equity now: -----------------------------> 47460.11 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46064.56 Kr¶

PnL: ---------------------------------------> -824.01 Kr¶

DD now: ---------------------------------> -2.405 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-25 12:21:07.661182'

Anic Portfolio¶

This Week¶

Return: -0.939 %¶

Total¶

Return: 55.381 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 0.500000 3109.600000 138.600000 4.670000 2971.000006
HEBA B 70 -1.000000 2761.500000 125.500000 4.760000 2636.000010
FM Mattsson Mora Group B 50 -2.900000 3010.000000 83.000000 2.840000 2927.000000
SAAB B 8 0.770000 3433.600000 56.600000 1.680000 3377.000000
Corem Property Group B 59 -1.520000 613.010000 36.010000 6.240000 576.999999
AcadeMedia 12 -2.410000 592.560000 35.560000 6.380000 557.000004
Samhällsbyggnadsbo. i Norden B 20 -0.720000 388.100000 33.100000 9.320000 355.000000
MedCap 2 -1.100000 451.000000 30.000000 7.130000 421.000000
Resurs Holding 22 -1.300000 601.480000 27.480000 4.790000 573.999998
Norva24 Group 16 -0.280000 564.800000 21.800000 4.010000 543.000000
HMS Networks 2 -2.870000 690.400000 17.400000 2.590000 673.000000
Boozt 12 -1.560000 1670.400000 16.400000 0.990000 1653.999996
Swedbank A 3 -0.670000 577.200000 13.200000 2.340000 564.000000
Eastnine 4 -0.470000 504.000000 13.000000 2.650000 491.000000
Fastighetsbolag. Emilshus Pref 21 -0.180000 574.350000 12.350000 2.200000 562.000005
Securitas B 6 -1.080000 582.240000 12.240000 2.150000 570.000000
OEM International B 7 -0.390000 536.900000 8.900000 1.690000 527.999997
Coor Service Management Hold. 8 -0.740000 538.000000 6.000000 1.130000 532.000000
Karnov Group 9 -0.830000 538.200000 2.200000 0.410000 536.000004
Samhällsbyggnadsbo. i Norden D 12 -0.860000 248.160000 2.160000 0.880000 246.000000
Creaspac SPAC 6 -0.100000 574.800000 -2.200000 -0.380000 577.000002
Intrum 4 -4.140000 522.800000 -4.200000 -0.800000 527.000000
Handelsbanken A 5 -1.370000 540.250000 -5.750000 -1.050000 546.000000
Nordea Bank Abp 29 -0.200000 3447.520000 -6.480000 -0.190000 3453.999992
Essity B 2 -0.360000 558.600000 -15.400000 -2.680000 574.000000
Midsona B 63 -2.310000 560.700000 -22.300000 -3.830000 582.999984
CTEK 13 -2.010000 507.000000 -27.000000 -5.060000 533.999999
Essity A 4 -1.240000 1116.000000 -33.000000 -2.870000 1149.000000
International Petroleum Corp. 5 -1.520000 549.500000 -45.070000 -7.580000 594.565215
Vivesto 1368 0.800000 551.580000 -61.420000 -10.020000 612.999432
Sampo Oyj SDB 7 -1.560000 3748.500000 -101.500000 -2.640000 3850.000000
Axfood 13 0.330000 3594.500000 -161.500000 -4.300000 3756.000001
Fasadgruppen Group 35 1.170000 3619.000000 -192.000000 -5.040000 3810.999990
OX2 18 -2.300000 1414.800000 -249.200000 -14.980000 1663.999992
Ovzon 52 -3.090000 2776.800000 -585.200000 -17.410000 3361.999992
TOTAL 46067.850000 -820.720000 -2.3999% 46888.564618

Updated:¶

'2023-01-25 12:19:57.298832'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶